Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 0,51% | 7,40 CHF | 7,41 CHF | 44 000 | 44 000 | 17 683 | 17 683 | 129 955 CHF | 130 390 CHF | 99,88% | 99,88% |
14/08/2024 | 0,52% | 7,22 CHF | 7,23 CHF | 45 000 | 45 000 | 17 687 | 17 687 | 125 524 CHF | 125 958 CHF | 99,33% | 99,33% |
13/08/2024 | 0,57% | 6,65 CHF | 6,66 CHF | 48 000 | 48 000 | 19 372 | 19 372 | 125 393 CHF | 125 871 CHF | 99,99% | 99,99% |
12/08/2024 | 0,57% | 6,50 CHF | 6,51 CHF | 48 000 | 48 000 | 19 339 | 19 339 | 124 518 CHF | 124 993 CHF | 99,04% | 99,04% |
09/08/2024 | 0,56% | 6,41 CHF | 6,42 CHF | 49 000 | 49 000 | 19 441 | 19 441 | 125 074 CHF | 125 548 CHF | 97,58% | 97,58% |
08/08/2024 | 0,52% | 6,05 CHF | 6,06 CHF | 50 000 | 50 000 | 20 519 | 20 519 | 116 658 CHF | 117 071 CHF | 99,50% | 99,50% |
07/08/2024 | 0,50% | 5,72 CHF | 5,73 CHF | 52 000 | 52 000 | 20 431 | 20 431 | 122 949 CHF | 123 380 CHF | 96,61% | 96,61% |
06/08/2024 | 0,57% | 5,98 CHF | 5,99 CHF | 51 000 | 51 000 | 19 507 | 19 507 | 115 364 CHF | 115 775 CHF | 98,44% | 98,44% |
02/08/2024 | 0,71% | 5,84 CHF | 5,85 CHF | 52 000 | 52 000 | 19 749 | 19 749 | 118 014 CHF | 118 572 CHF | 98,47% | 98,47% |
30/07/2024 | 0,43% | 7,88 CHF | 7,89 CHF | 42 000 | 42 000 | 15 983 | 15 983 | 132 553 CHF | 132 938 CHF | 99,85% | 99,85% |